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The rule of law has become a favored solution to crucial substantive problems in the social sciences. Measures of the concept have proliferated over the past decade, yet scholars commonly question their validity. We argue that measurement validity concerns are largely a result of disagreement over the concept being targeted. We suggest that the broad, multidimensional concept of the rule of law should not guide empirical research, even if the individual concepts from which it is constituted should. Focusing on judicial independence, a central component of the rule of law, we evaluate the validity of thirteen measures. We find support for the validity of a number of de facto measures of judicial independence, and less support for de jure judicial independence measures. Critically, we highlight a significant missing data problem in these data and suggest how this problem is compounded by common practices used to demonstrate robustness.